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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+1.62%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$124B
AUM Growth
+$2.86B
Cap. Flow
+$2.19B
Cap. Flow %
1.77%
Top 10 Hldgs %
15.96%
Holding
4,116
New
162
Increased
2,309
Reduced
1,443
Closed
177

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$151M
2
FIS icon
Fidelity National Information Services
FIS
+$84.4M
3
LHX icon
L3Harris
LHX
+$74.3M
4
OXY icon
Occidental Petroleum
OXY
+$62.3M
5
AAPL icon
Apple
AAPL
+$55.8M

Top Sells

Rank Stock Value
1
RHT
Red Hat Inc
RHT
+$105M
2
IVV icon
iShares Core S&P 500 ETF
IVV
+$96.4M
3
APC
Anadarko Petroleum
APC
+$90.4M
4
WP
Worldpay, Inc.
WP
+$59.6M
5
LLL
L3 Technologies, Inc.
LLL
+$56.2M

Sector Composition

Rank Sector Weight
1 Technology 15.42%
2 Financials 14.03%
3 Healthcare 11.26%
4 Consumer Discretionary 8.67%
5 Industrials 8.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CIEN icon
1026
Ciena
CIEN
$53.4B
$13M 0.01%
331,365
+28,528
+9% +$1.2M
ESLT icon
1027
Elbit Systems
ESLT
$38.1B
$13M 0.01%
78,846
+4,649
+6% +$733K
CCOI icon
1028
Cogent Communications
CCOI
$612M
$13M 0.01%
235,525
+2,663
+1% +$159K
COUP
1029
DELISTED
Coupa Software Incorporated
COUP
$13M 0.01%
100,128
+5,419
+6% +$750K
THC icon
1030
Tenet Healthcare
THC
$21B
$13M 0.01%
586,013
-24,519
-4% -$522K
PB icon
1031
Prosperity Bancshares
PB
$8.69B
$13M 0.01%
183,373
-4,295
-2% -$289K
IRDM icon
1032
Iridium Communications
IRDM
$4.87B
$12.9M 0.01%
606,649
-11,016
-2% -$263K
FWONK icon
1033
Liberty Media Series C
FWONK
$24.6B
$12.9M 0.01%
320,224
+72,772
+29% +$2.83M
TCOM icon
1034
Trip.com Group
TCOM
$28.2B
$12.9M 0.01%
439,635
-205,942
-32% -$7.24M
PSO icon
1035
Pearson
PSO
$10.1B
$12.8M 0.01%
1,420,346
+141,976
+11% +$1.47M
ITRI icon
1036
Itron
ITRI
$3.76B
$12.8M 0.01%
173,599
+36,136
+26% +$2.43M
APLE icon
1037
Apple Hospitality REIT
APLE
$3.98B
$12.8M 0.01%
772,594
+144,900
+23% +$2.29M
EWBC icon
1038
East-West Bancorp
EWBC
$17.8B
$12.8M 0.01%
289,178
+17,552
+6% +$771K
LSTR icon
1039
Landstar System
LSTR
$6.5B
$12.8M 0.01%
113,707
+9,713
+9% +$1.07M
CONE
1040
DELISTED
CyrusOne Inc Common Stock
CONE
$12.8M 0.01%
161,525
+21,295
+15% +$1.42M
WES icon
1041
Western Midstream Partners
WES
$19.3B
$12.7M 0.01%
509,743
+5,968
+1% +$159K
EMBJ
1042
Embraer S.A. ADS
EMBJ
$12.1B
$12.6M 0.01%
733,088
+43,743
+6% +$834K
BCO icon
1043
Brink's
BCO
$4.86B
$12.6M 0.01%
152,146
+1,054
+0.7% +$87.9K
OEF icon
1044
iShares S&P 100 ETF
OEF
$19.8B
$12.6M 0.01%
40,826
+36,303
+803% +$4.75M
FR icon
1045
First Industrial Realty Trust
FR
$8.81B
$12.6M 0.01%
318,860
+31,115
+11% +$1.19M
FPF
1046
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
$12.6M 0.01%
533,029
+49,894
+10% +$1.16M
VSM
1047
DELISTED
Versum Materials, Inc.
VSM
$12.6M 0.01%
237,751
-163
-0.1% -$8.48K
GWB
1048
DELISTED
Great Western Bancorp, Inc.
GWB
$12.6M 0.01%
380,620
-39,281
-9% -$1.27M
FLEX icon
1049
Flex
FLEX
$42.5B
$12.5M 0.01%
1,587,965
+254,986
+19% +$1.96M
OPTU
1050
Optimum Communications Inc
OPTU
$298M
$12.5M 0.01%
435,659
+235,158
+117% +$6.4M
40 41
42
43 44

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q3 2019 Portfolio in Review

As of Q3 2019, Parametric Portfolio Associates held 4,116 positions worth $124B, up 2.4% from $121B the previous quarter. Its ten largest holdings account for 16% of the portfolio.

Parametric Portfolio Associates's Q3 2019 filing shows 162 new, 2,309 increased, 1,443 reduced and 177 closed positions. Its largest new stake was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M. The largest sale was Red Hat Inc, an estimated $105M.

By sector, the portfolio is most concentrated in Technology at 15% of assets, up from 15% a quarter earlier, followed by Financials and Healthcare.

  • Parametric Portfolio Associates's largest Q3 2019 buy was State Street SPDR S&P Metals & Mining ETF: 842,780 shares worth $21.4M.
  • Parametric Portfolio Associates added most to Vanguard S&P 500 ETF in Q3 2019, an estimated $151M increase.
  • Parametric Portfolio Associates's biggest Q3 2019 reduction was iShares Core S&P 500 ETF, cutting an estimated $96.4M.
  • Parametric Portfolio Associates fully exited Red Hat Inc in Q3 2019, selling an estimated $105M.
  • Parametric Portfolio Associates's ten largest holdings make up 16% of its $124B portfolio in Q3 2019.
  • Parametric Portfolio Associates opened 162 new positions and closed 177 in Q3 2019.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $124B.

Based on Parametric Portfolio Associates's 13F filing for Q3 2019, filed 15 Nov 2019.